+697.7%
GS vs KWEB
+28.2%
+669.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.4% |
| 7D | +0.9% | -1.0% | +2.0% | +1.2% |
| 30D | -1.6% | -8.7% | +7.2% | +0.6% |
| 3M | -4.5% | -4.0% | -0.5% | -3.8% |
| 6M | +20.9% | -13.1% | +34.0% | +24.6% |
| YTD | +19.9% | -23.5% | +43.4% | +27.5% |
| 1Y | +41.4% | -27.2% | +68.6% | +52.0% |
| 3Y | +239.2% | -2.1% | +241.3% | +230.1% |
| 5Y | +185.0% | -40.8% | +225.8% | +201.5% |
| 10Y | +655.0% | -17.5% | +672.4% | +542.3% |
| All | +697.7% | +28.2% | +669.5% | +480.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KWEB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling